+606.7%
AVGO vs UNP
+41.3%
+565.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.3% |
| 7D | +25.0% | +2.1% | +22.9% | +24.2% |
| 30D | +2.0% | +7.7% | -5.8% | -0.4% |
| 3M | -12.3% | +4.0% | -16.3% | -13.4% |
| 6M | -12.8% | +15.7% | -28.5% | -17.7% |
| YTD | +5.9% | +33.5% | -27.6% | -6.4% |
| 1Y | +3.3% | +38.9% | -35.6% | -10.5% |
| 3Y | +293.1% | +53.7% | +239.4% | +216.3% |
| 5Y | +606.7% | +40.4% | +566.3% | +485.4% |
| All | +606.7% | +41.3% | +565.4% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling